+4.3%
TAP vs ARWR
+28.5%
-24.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.3% | +1.7% | -4.0% | -2.4% |
| 30D | -2.1% | -0.7% | -1.5% | -2.1% |
| 3M | +6.6% | +14.9% | -8.3% | +5.7% |
| 6M | -11.5% | +32.6% | -44.1% | -13.1% |
| YTD | -10.3% | +30.0% | -40.3% | -11.9% |
| 1Y | -14.4% | +208.4% | -222.7% | -20.1% |
| 3Y | -28.3% | +208.8% | -237.1% | -35.1% |
| All | +4.3% | +28.5% | -24.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling